Field CrossType (549) - FIX Protocol FIX.5.0SP2 EP240

Type: int

Type of cross being submitted to a market

Added in protocol FIX.4.3

See in: FIX.4.3, FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.

Valid values

Value Description Added
1 All-or-none cross FIX.4.3
2 Immediate-or-cancel cross FIX.4.3
3 One sided cross FIX.4.3
4 Cross executed against book FIX.4.3
5 Basis cross FIX.5.0SP2 (101)
6 Contingent cross FIX.5.0SP2 (101)
7 Volume-weighted-average-price (VWAP) cross FIX.5.0SP2 (101)
8 Special trading session cross FIX.5.0SP2 (101)
9 Customer to customer cross FIX.5.0SP2 (131)